+69.5%
C vs GLXY
-32.0%
+101.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.2% | -11.6% | +0.3% |
| 7D | -0.4% | +14.3% | -14.7% | -1.8% |
| 30D | -5.3% | -19.6% | +14.3% | -4.0% |
| 3M | -8.0% | -20.7% | +12.7% | -7.3% |
| 6M | -0.3% | -49.6% | +49.3% | +4.4% |
| YTD | +8.6% | -28.6% | +37.2% | +7.3% |
| 1Y | +25.8% | -48.0% | +73.9% | +26.9% |
| All | +69.5% | -32.0% | +101.6% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling